+243.8%
MET vs EFX
+42.6%
+201.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | -0.5% | -4.5% | +4.1% | +1.1% |
| 30D | +0.5% | -6.1% | +6.6% | +2.5% |
| 3M | +11.6% | +6.2% | +5.4% | +8.3% |
| 6M | +40.8% | -11.2% | +52.0% | +44.8% |
| YTD | +25.7% | -21.4% | +47.1% | +34.2% |
| 1Y | +24.4% | -34.3% | +58.7% | +41.5% |
| 3Y | +67.5% | -12.5% | +80.0% | +64.3% |
| 5Y | +85.8% | -35.6% | +121.4% | +100.1% |
| All | +243.8% | +42.6% | +201.2% | +151.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EFX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling